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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~5.4d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+14.96%
7d Period Avg−3.26%
swing±29.99%
LONG Toobit · nowIOST-SWAP-USDT
−6.30%
7d avg:−81.13%
SHORT OKX · nowIOST-USDT-SWAP
+8.65%
7d avg:−84.39%
Entry Spread Now
−0.113%
Against youL 0.0009717 · S 0.0009706−$11.32 if it converges
24h range −0.40%…+0.53% · median +0.05%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$28.25
−0.28%
$Avg Daily PnL
−$0.89
−0.0089%
★Best Day
+$8.17
Sep 24
◎Open Interest
⚡Funding APR
−3.26%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Loading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + fees only (orderbook snapshot stale) on both legs (−$22.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.